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Order

This topic pushes order information,avg.filledPrice = Z / z

Push frequency: real-time

Topic: order

Response Parameters

ParameterTypeComments
topicstringTopic name
tsnumberThe timestamp (ms) that message is sent out
typestringData type. snapshot
dataarrayObject
> estringEvent type
> EstringEvent time
> sstringTrading pair
> cstringUser-generated order ID
> SstringBUY: buy order, SELL: sell order
> ostringOrder type. LIMIT, MARKET_OF_QUOTE(Market Buy), MARKET_OF_BASE(Market Sell)
> fstringTime in force
> qstringOrder quantity
> pstringOrder price
> XstringOrder status
> istringOrder ID
> MstringOrder ID of the opponent trader
> lstringLast filled quantity
> zstringTotal filled quantity
> LstringLast traded price
> nstringTrading fee, it is the latest execution fee for order
> NstringAsset type in which fee is paid
> ubooleanIs normal trade. False if self-trade.
> wbooleanIs working. false:invalid; true:valid
> mbooleanIs LIMIT_MAKER
> OstringOrder creation timestamp (ms)
> ZstringTotal filled value
> AstringAccount ID of the opponent trader
> CbooleanIs closed
> vstringleverage
> dstringNO_LIQ: it is not a liquidation order. IOC: it is a liquidation order
> tstringTrade ID
> bstringParadigm block trade ID
> ctstringCancel type. CancelBySmp
> ststringSMP execution type
> sgintegerSmp group ID. If the uid has no group, it is 0 by default
> sostringThe counterparty's orderID which triggers this SMP execution

Subscribe Example

{
"req_id": "order_1", //optional
"op": "subscribe",
"args": [
"order"
]
}

Stream Example

{
"type": "snapshot",
"topic": "order",
"ts": "1681698833381",
"data": [
{
"e": "order",
"E": "1681698833381",
"s": "UNIUSDT",
"c": "test-error-liangwuuu-02",
"S": "BUY",
"o": "MARKET_OF_QUOTE",
"f": "GTC",
"q": "15",
"p": "0",
"X": "CANCELED",
"i": "1400585759234258176",
"M": "0",
"l": "0",
"z": "0",
"L": "0",
"n": "0",
"N": "",
"u": true,
"w": true,
"m": false,
"O": "1681698833313",
"Z": "0",
"A": "0",
"C": false,
"v": "0",
"d": "NO_LIQ",
"sg": 1005,
"st": "CancelTaker",
"ct": "CancelBySmp",
"so": "1400584538658193920",
"b": ""
}
]
}